From 7eab02052b62c5eacc805a72c20be41ef75d8ee6 Mon Sep 17 00:00:00 2001
From: Tyler Trzecki <tyler.trzecki@gmail.com>
Date: Tue, 26 Apr 2022 17:11:53 -0500
Subject: [PATCH] Pandas.rolling_corr() Deprecated

Pandas has deprecated rolling_corr. The plot of the rolling correlation between EUROSTOXX and VSTOXX is shown in the proposed change.
---
 B03898_06_codes/Chapter 6 Notebook.ipynb | 6 ++----
 1 file changed, 2 insertions(+), 4 deletions(-)

diff --git a/B03898_06_codes/Chapter 6 Notebook.ipynb b/B03898_06_codes/Chapter 6 Notebook.ipynb
index 050977c..49ea688 100644
--- a/B03898_06_codes/Chapter 6 Notebook.ipynb	
+++ b/B03898_06_codes/Chapter 6 Notebook.ipynb	
@@ -619,9 +619,7 @@
      "cell_type": "code",
      "collapsed": false,
      "input": [
-      "pd.rolling_corr(log_returns['EUROSTOXX'], \n",
-      "                 log_returns['VSTOXX'], \n",
-      "                 window=252).plot(figsize=(10,8))\n",
+      "log_returns['EUROSTOXX'].rolling(252).corr(log_ret['VSTOXX']).plot(figsize=(10,8))"
       "plt.ylabel('Rolling Annual Correlation')"
      ],
      "language": "python",
@@ -1043,4 +1041,4 @@
    "metadata": {}
   }
  ]
-}
\ No newline at end of file
+}